CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
661-0 |
669-4 |
8-4 |
1.3% |
657-0 |
| High |
666-6 |
672-4 |
5-6 |
0.9% |
662-0 |
| Low |
660-4 |
664-0 |
3-4 |
0.5% |
639-4 |
| Close |
666-0 |
669-2 |
3-2 |
0.5% |
644-0 |
| Range |
6-2 |
8-4 |
2-2 |
36.0% |
22-4 |
| ATR |
14-3 |
14-0 |
-0-3 |
-2.9% |
0-0 |
| Volume |
132,892 |
138,248 |
5,356 |
4.0% |
731,618 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694-1 |
690-1 |
673-7 |
|
| R3 |
685-5 |
681-5 |
671-5 |
|
| R2 |
677-1 |
677-1 |
670-6 |
|
| R1 |
673-1 |
673-1 |
670-0 |
670-7 |
| PP |
668-5 |
668-5 |
668-5 |
667-4 |
| S1 |
664-5 |
664-5 |
668-4 |
662-3 |
| S2 |
660-1 |
660-1 |
667-6 |
|
| S3 |
651-5 |
656-1 |
666-7 |
|
| S4 |
643-1 |
647-5 |
664-5 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-0 |
702-4 |
656-3 |
|
| R3 |
693-4 |
680-0 |
650-2 |
|
| R2 |
671-0 |
671-0 |
648-1 |
|
| R1 |
657-4 |
657-4 |
646-0 |
653-0 |
| PP |
648-4 |
648-4 |
648-4 |
646-2 |
| S1 |
635-0 |
635-0 |
642-0 |
630-4 |
| S2 |
626-0 |
626-0 |
639-7 |
|
| S3 |
603-4 |
612-4 |
637-6 |
|
| S4 |
581-0 |
590-0 |
631-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
672-4 |
642-4 |
30-0 |
4.5% |
9-6 |
1.4% |
89% |
True |
False |
140,335 |
| 10 |
672-4 |
628-0 |
44-4 |
6.6% |
11-6 |
1.7% |
93% |
True |
False |
153,095 |
| 20 |
672-4 |
595-0 |
77-4 |
11.6% |
12-7 |
1.9% |
96% |
True |
False |
166,491 |
| 40 |
672-4 |
556-0 |
116-4 |
17.4% |
11-1 |
1.7% |
97% |
True |
False |
133,832 |
| 60 |
672-4 |
520-6 |
151-6 |
22.7% |
11-6 |
1.8% |
98% |
True |
False |
138,115 |
| 80 |
672-4 |
520-6 |
151-6 |
22.7% |
11-7 |
1.8% |
98% |
True |
False |
121,370 |
| 100 |
672-4 |
468-0 |
204-4 |
30.6% |
11-6 |
1.7% |
98% |
True |
False |
109,355 |
| 120 |
672-4 |
429-4 |
243-0 |
36.3% |
11-0 |
1.6% |
99% |
True |
False |
97,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
708-5 |
|
2.618 |
694-6 |
|
1.618 |
686-2 |
|
1.000 |
681-0 |
|
0.618 |
677-6 |
|
HIGH |
672-4 |
|
0.618 |
669-2 |
|
0.500 |
668-2 |
|
0.382 |
667-2 |
|
LOW |
664-0 |
|
0.618 |
658-6 |
|
1.000 |
655-4 |
|
1.618 |
650-2 |
|
2.618 |
641-6 |
|
4.250 |
627-7 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
668-7 |
666-5 |
| PP |
668-5 |
663-7 |
| S1 |
668-2 |
661-2 |
|